Open AccessA data augmentation scheme embedding a sequential Monte Carlo method for Bayesian parameter inference in state space models
Author(s) -
Irene Votsi,
Paul-Henry Cournède
Publication year - 2016
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - monte carlo method , computer science , bayesian inference , inference , bayesian probability , markov chain monte carlo , embedding , state space , hybrid monte carlo , monte carlo method in statistical physics , algorithm , parameter space , mathematics , artificial intelligence , statistics